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Interest Rate Option Pricing With Volatility Humps, Working Paper 97-14

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Ritchken, Peter and Chuang, Iyuan. "Interest Rate Option Pricing With Volatility Humps, Working Paper 97-14," Working Paper (Federal Reserve Bank of Cleveland) (December 1997). https://fraser.stlouisfed.org/scribd/?item_id=552586&filepath=/files/docs/historical/frbclev/wp/frbclv_wp1997-14.pdf, accessed on December 13, 2017.

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